STRATEGY VWAP MOMENTUM

20251017 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 13

Periodo: 2025-10-17 00:50:00 - 2025-10-17 22:59:00

Exposure Days: 1

Trades per Day: 13.00

Avg Duration: 99.38 min

Median Duration: 58.00 min

PERFORMANCE

Total Profit: $12,795.00

Avg Profit: $984.23

Median Profit: $2,500.00

Std Profit: $1,783.86

Profit Factor: 3.58

WIN/LOSS

Win Rate: 58.3%

Winners / Losers: 7 / 5 (Ratio: 1:2)

Gross Profit: $17,760.00

Gross Loss: $-4,965.00

Avg Winner: $2,220.00

Avg Loser: $-993.00

Avg Winner / Avg Loser: (Ratio: 1:2.24)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,000.00

Sharpe Ratio: 0.55

Sortino Ratio: 1.38

Ulcer Index: 11.73

EXIT REASONS

TARGET exits: 7 (53.8%)

STOP exits: 3 (23.1%)

EOD exits: 1 (7.7%)

LONG ENTRIES (BUY)

Total LONG: 6

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $8,760.00

Avg P&L: $1,460.00

SHORT ENTRIES (SELL)

Total SHORT: 7

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $4,035.00

Avg P&L: $576.43

CUMULATIVE P&L